+107.4%
JBHT vs REPL
+36.8%
+70.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +7.0% | +1.2% | +5.8% | +7.0% |
| 30D | +0.5% | +92.2% | -91.7% | -1.4% |
| 3M | -17.4% | +44.1% | -61.5% | -18.4% |
| 6M | -1.7% | +313.0% | -314.7% | -7.9% |
| YTD | +20.7% | +125.2% | -104.5% | +12.9% |
| 1Y | +41.1% | +143.8% | -102.7% | +31.5% |
| 3Y | +38.0% | +104.2% | -66.2% | +14.6% |
| 5Y | +22.5% | -34.5% | +57.0% | +8.8% |
| All | +107.4% | +36.8% | +70.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling